Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49336.89 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45275.35 Kr¶

PnL: ---------------------------------------> 219.35 Kr¶

DD now: ---------------------------------> -7.122 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:16:52.981396'

Anic Portfolio¶

Today¶

Return: -0.768 %¶

This Week¶

Return: 0.068 %¶

Total portfolio value¶

Return including deposits: 61.516 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.220000 1671.300000 202.300000 13.770000 1468.999998
Orrön Energy 180 -0.860000 2183.400000 140.400000 6.870000 2043.000000
Sedana Medical 93 -0.910000 2637.480000 116.480000 4.620000 2521.000011
Atrium Ljungberg B 5 -1.210000 983.000000 48.000000 5.130000 935.000000
Catena 2 -1.530000 826.000000 34.000000 4.290000 792.000000
JM 6 -0.930000 894.000000 30.000000 3.470000 864.000000
Hoist Finance 35 -0.690000 1009.750000 29.750000 3.040000 980.000000
Sagax B 4 -1.520000 883.600000 29.600000 3.470000 854.000000
Platzer Fastigheter Holding B 12 -3.060000 988.800000 27.800000 2.890000 960.999996
Hexatronic Group 12 -0.690000 994.800000 27.800000 2.870000 966.999996
VEF 909 -1.900000 1872.540000 22.540000 1.220000 1850.000436
Sagax A 4 -2.230000 876.000000 22.000000 2.580000 854.000000
Gränges 9 -0.290000 939.600000 11.600000 1.250000 927.999999
Bilia A 8 -0.520000 911.200000 11.200000 1.240000 900.000000
Byggmax Group 33 -0.810000 965.580000 9.580000 1.000000 956.000001
Biotage 7 -0.800000 949.900000 8.900000 0.950000 940.999997
HEXPOL B 9 0.090000 1028.700000 7.700000 0.750000 1020.999996
AcadeMedia 8 -0.390000 404.800000 2.800000 0.700000 402.000000
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
Clas Ohlson B 12 -0.980000 974.400000 1.400000 0.140000 972.999996
OX2 13 -0.610000 949.000000 -1.000000 -0.110000 949.999999
ASSA ABLOY B 3 -0.230000 777.900000 -1.100000 -0.140000 779.000001
EQT 4 -1.580000 823.200000 -8.800000 -1.060000 832.000000
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
Nordic Waterproofing Holding 7 -0.590000 947.800000 -19.200000 -1.990000 966.999999
SKF B 5 0.250000 920.500000 -19.500000 -2.070000 940.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Addnode Group B 11 -1.460000 888.800000 -32.200000 -3.500000 921.000003
Indutrade 5 -0.500000 1184.000000 -34.000000 -2.790000 1218.000000
Vitec Software Group B 2 -1.420000 1044.000000 -43.000000 -3.960000 1087.000000
Latour B 4 -0.440000 812.400000 -44.600000 -5.200000 857.000000
Hexagon B 26 -1.210000 3391.700000 -69.300000 -2.000000 3461.000010
Bufab 3 -1.540000 1034.400000 -74.600000 -6.730000 1109.000001
INVISIO 16 -0.220000 3608.000000 -81.000000 -2.200000 3689.000000
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
TOTAL 45275.350000 219.350000 -7.12243% 45056.000411

Updated:¶

'2023-07-05 09:17:09.737953'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶